I live between Hong Kong and Singapore (but mostly in Singapore these days.)
HK is a city that is a bit difficult to crack in terms of making new friends etc. But give it time, I'm sure you will eventually build a network of friends. In my case, I was fortunate that some of my former classmates from uni ended up living here, so I had an instant group when I moved to HK. And my fiance and I are in the same industry (finance) and we ended up running into the same people at events, parties etc and they eventually became our close friends. However, we also tried to broaden our circle and tried not to stick to only the same gang (e.g. in my case, I wanted to make sure I wasn't just hanging out all the time with my buddies from uni.)
Do you have hobbies? Or do you like sports? My fiance and I play tennis and he is into golf, running, etc. I took up many courses in arts (pottery making, an educational course on Chinese Art). We both made heaps of new friends this way.
The beauty and challenge of living in a new city is that it forces you to move out of your comfort zone and be proactive about finding news pursuits and making new friends.
What I love about HK is ang daming nationalities that live here so you are exposed to different kinds of people and it is a matter of time before you meet someone that you can connect with.
I would say broaden your interests and find new things to do or new hobbies to take up.